Forecasting the momentum using customised loss function for financial series.
N. PrabakaranRajasekaran PalaniappanR. KannadasanSatya Vinay DudiV. SasidharPublished in: Int. J. Intell. Comput. Cybern. (2021)
Keyphrases
- loss function
- pairwise
- support vector
- logistic regression
- learning to rank
- foreign exchange
- risk minimization
- empirical risk
- boosting framework
- stochastic gradient descent
- exchange rate
- reproducing kernel hilbert space
- short term
- hinge loss
- support vector regression
- decision trees
- stock price
- bayes rule
- convex loss functions